Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 48'239 | 48'239 | 58'350 CHF | 58'832 CHF | 100.00% | 100.00% |
12.07.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 49'000 | 49'000 | 47'736 | 47'736 | 55'433 CHF | 55'910 CHF | 100.00% | 100.00% |
11.07.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 49'000 | 49'000 | 47'703 | 47'703 | 54'608 CHF | 55'086 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 48'768 | 48'768 | 59'314 CHF | 59'802 CHF | 100.00% | 100.00% |
09.07.2024 | 0.85% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 48'622 | 48'622 | 57'085 CHF | 57'572 CHF | 100.00% | 100.00% |
08.07.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 48'697 | 48'697 | 58'722 CHF | 59'209 CHF | 100.00% | 100.00% |
05.07.2024 | 0.90% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 47'920 | 47'920 | 53'185 CHF | 53'664 CHF | 99.81% | 99.81% |
04.07.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 49'000 | 49'000 | 47'717 | 47'717 | 49'083 CHF | 49'561 CHF | 99.49% | 99.49% |
03.07.2024 | 0.91% | 1.06 CHF | 1.07 CHF | 49'000 | 49'000 | 47'902 | 47'902 | 52'554 CHF | 53'033 CHF | 99.35% | 99.35% |
02.07.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 51'000 | 51'000 | 49'539 | 49'539 | 60'925 CHF | 61'421 CHF | 99.99% | 99.99% |